1 //===----------------------------------------------------------------------===//
2 //
3 // Part of the LLVM Project, under the Apache License v2.0 with LLVM Exceptions.
4 // See https://llvm.org/LICENSE.txt for license information.
5 // SPDX-License-Identifier: Apache-2.0 WITH LLVM-exception
6 //
7 //===----------------------------------------------------------------------===//
8
9 #ifndef _LIBCPP___RANDOM_GAMMA_DISTRIBUTION_H
10 #define _LIBCPP___RANDOM_GAMMA_DISTRIBUTION_H
11
12 #include <__config>
13 #include <__random/exponential_distribution.h>
14 #include <__random/is_valid.h>
15 #include <__random/uniform_real_distribution.h>
16 #include <cmath>
17 #include <iosfwd>
18 #include <limits>
19
20 #if !defined(_LIBCPP_HAS_NO_PRAGMA_SYSTEM_HEADER)
21 # pragma GCC system_header
22 #endif
23
24 _LIBCPP_PUSH_MACROS
25 #include <__undef_macros>
26
27 _LIBCPP_BEGIN_NAMESPACE_STD
28
29 template<class _RealType = double>
30 class _LIBCPP_TEMPLATE_VIS gamma_distribution
31 {
32 public:
33 // types
34 typedef _RealType result_type;
35
36 class _LIBCPP_TEMPLATE_VIS param_type
37 {
38 result_type __alpha_;
39 result_type __beta_;
40 public:
41 typedef gamma_distribution distribution_type;
42
43 _LIBCPP_INLINE_VISIBILITY
44 explicit param_type(result_type __alpha = 1, result_type __beta = 1)
__alpha_(__alpha)45 : __alpha_(__alpha), __beta_(__beta) {}
46
47 _LIBCPP_INLINE_VISIBILITY
alpha()48 result_type alpha() const {return __alpha_;}
49 _LIBCPP_INLINE_VISIBILITY
beta()50 result_type beta() const {return __beta_;}
51
52 friend _LIBCPP_INLINE_VISIBILITY
53 bool operator==(const param_type& __x, const param_type& __y)
54 {return __x.__alpha_ == __y.__alpha_ && __x.__beta_ == __y.__beta_;}
55 friend _LIBCPP_INLINE_VISIBILITY
56 bool operator!=(const param_type& __x, const param_type& __y)
57 {return !(__x == __y);}
58 };
59
60 private:
61 param_type __p_;
62
63 public:
64 // constructors and reset functions
65 #ifndef _LIBCPP_CXX03_LANG
66 _LIBCPP_INLINE_VISIBILITY
gamma_distribution()67 gamma_distribution() : gamma_distribution(1) {}
68 _LIBCPP_INLINE_VISIBILITY
69 explicit gamma_distribution(result_type __alpha, result_type __beta = 1)
__p_(param_type (__alpha,__beta))70 : __p_(param_type(__alpha, __beta)) {}
71 #else
72 _LIBCPP_INLINE_VISIBILITY
73 explicit gamma_distribution(result_type __alpha = 1,
74 result_type __beta = 1)
75 : __p_(param_type(__alpha, __beta)) {}
76 #endif
77 _LIBCPP_INLINE_VISIBILITY
gamma_distribution(const param_type & __p)78 explicit gamma_distribution(const param_type& __p)
79 : __p_(__p) {}
80 _LIBCPP_INLINE_VISIBILITY
reset()81 void reset() {}
82
83 // generating functions
84 template<class _URNG>
85 _LIBCPP_INLINE_VISIBILITY
operator()86 result_type operator()(_URNG& __g)
87 {return (*this)(__g, __p_);}
88 template<class _URNG> result_type operator()(_URNG& __g, const param_type& __p);
89
90 // property functions
91 _LIBCPP_INLINE_VISIBILITY
alpha()92 result_type alpha() const {return __p_.alpha();}
93 _LIBCPP_INLINE_VISIBILITY
beta()94 result_type beta() const {return __p_.beta();}
95
96 _LIBCPP_INLINE_VISIBILITY
param()97 param_type param() const {return __p_;}
98 _LIBCPP_INLINE_VISIBILITY
param(const param_type & __p)99 void param(const param_type& __p) {__p_ = __p;}
100
101 _LIBCPP_INLINE_VISIBILITY
min()102 result_type min() const {return 0;}
103 _LIBCPP_INLINE_VISIBILITY
max()104 result_type max() const {return numeric_limits<result_type>::infinity();}
105
106 friend _LIBCPP_INLINE_VISIBILITY
107 bool operator==(const gamma_distribution& __x,
108 const gamma_distribution& __y)
109 {return __x.__p_ == __y.__p_;}
110 friend _LIBCPP_INLINE_VISIBILITY
111 bool operator!=(const gamma_distribution& __x,
112 const gamma_distribution& __y)
113 {return !(__x == __y);}
114 };
115
116 template <class _RealType>
117 template<class _URNG>
118 _RealType
operator()119 gamma_distribution<_RealType>::operator()(_URNG& __g, const param_type& __p)
120 {
121 static_assert(__libcpp_random_is_valid_urng<_URNG>::value, "");
122 result_type __a = __p.alpha();
123 uniform_real_distribution<result_type> __gen(0, 1);
124 exponential_distribution<result_type> __egen;
125 result_type __x;
126 if (__a == 1)
127 __x = __egen(__g);
128 else if (__a > 1)
129 {
130 const result_type __b = __a - 1;
131 const result_type __c = 3 * __a - result_type(0.75);
132 while (true)
133 {
134 const result_type __u = __gen(__g);
135 const result_type __v = __gen(__g);
136 const result_type __w = __u * (1 - __u);
137 if (__w != 0)
138 {
139 const result_type __y = _VSTD::sqrt(__c / __w) *
140 (__u - result_type(0.5));
141 __x = __b + __y;
142 if (__x >= 0)
143 {
144 const result_type __z = 64 * __w * __w * __w * __v * __v;
145 if (__z <= 1 - 2 * __y * __y / __x)
146 break;
147 if (_VSTD::log(__z) <= 2 * (__b * _VSTD::log(__x / __b) - __y))
148 break;
149 }
150 }
151 }
152 }
153 else // __a < 1
154 {
155 while (true)
156 {
157 const result_type __u = __gen(__g);
158 const result_type __es = __egen(__g);
159 if (__u <= 1 - __a)
160 {
161 __x = _VSTD::pow(__u, 1 / __a);
162 if (__x <= __es)
163 break;
164 }
165 else
166 {
167 const result_type __e = -_VSTD::log((1-__u)/__a);
168 __x = _VSTD::pow(1 - __a + __a * __e, 1 / __a);
169 if (__x <= __e + __es)
170 break;
171 }
172 }
173 }
174 return __x * __p.beta();
175 }
176
177 template <class _CharT, class _Traits, class _RT>
178 _LIBCPP_HIDE_FROM_ABI basic_ostream<_CharT, _Traits>&
179 operator<<(basic_ostream<_CharT, _Traits>& __os,
180 const gamma_distribution<_RT>& __x)
181 {
182 __save_flags<_CharT, _Traits> __lx(__os);
183 typedef basic_ostream<_CharT, _Traits> _OStream;
184 __os.flags(_OStream::dec | _OStream::left | _OStream::fixed |
185 _OStream::scientific);
186 _CharT __sp = __os.widen(' ');
187 __os.fill(__sp);
188 __os << __x.alpha() << __sp << __x.beta();
189 return __os;
190 }
191
192 template <class _CharT, class _Traits, class _RT>
193 _LIBCPP_HIDE_FROM_ABI basic_istream<_CharT, _Traits>&
194 operator>>(basic_istream<_CharT, _Traits>& __is,
195 gamma_distribution<_RT>& __x)
196 {
197 typedef gamma_distribution<_RT> _Eng;
198 typedef typename _Eng::result_type result_type;
199 typedef typename _Eng::param_type param_type;
200 __save_flags<_CharT, _Traits> __lx(__is);
201 typedef basic_istream<_CharT, _Traits> _Istream;
202 __is.flags(_Istream::dec | _Istream::skipws);
203 result_type __alpha;
204 result_type __beta;
205 __is >> __alpha >> __beta;
206 if (!__is.fail())
207 __x.param(param_type(__alpha, __beta));
208 return __is;
209 }
210
211 _LIBCPP_END_NAMESPACE_STD
212
213 _LIBCPP_POP_MACROS
214
215 #endif // _LIBCPP___RANDOM_GAMMA_DISTRIBUTION_H
216